Follow
Hengjie Ai
Hengjie Ai
Professor of Finance, University of Wisconsin-Madison
Verified email at wisc.edu - Homepage
Title
Cited by
Cited by
Year
Information Quality and Long‐Run Risk: Asset Pricing Implications
H Ai
The Journal of Finance 65 (4), 1333-1367, 2010
1802010
Risk preferences and the macroeconomic announcement premium
H Ai, R Bansal
Econometrica 86 (4), 1383-1430, 2018
156*2018
Toward a quantitative general equilibrium asset pricing model with intangible capital
H Ai, MM Croce, K Li
The Review of Financial Studies, 2012, 2010
1242010
Growth to value: Option exercise and the cross-section of equity returns
H Ai, D Kiku
Journal of Financial Economics, 2013, 2009
108*2009
Investment and CEO compensation under limited commitment
H Ai, R Li
Journal of Financial Economics 116 (3), 452-472, 2015
862015
News shocks and the production-based term structure of equity returns
H Ai, MM Croce, AM Diercks, K Li
The Review of Financial Studies 31 (7), 2423-2467, 2018
85*2018
Volatility risks and growth options
H Ai, D Kiku
Management Science 62 (3), 741-763, 2016
512016
Financial intermediation and capital misallocation
H Ai, K Li, F Yang
Journal of financial economics 138 (3), 663-686, 2020
43*2020
A Unified Model of Firm Dynamics with Limited Commitment and Assortative Matching
H Ai, D Kiku, R Li, J Tong
Journal of Finance 76 (3), 317-356, 2021
42*2021
The collateralizability premium
H Ai, JE Li, K Li, C Schlag
The Review of Financial Studies 33 (12), 5821-5855, 2020
352020
Information quality and long-run risks: Asset pricing and welfare implications
H Ai
Unpublished 2696, 2007
252007
The cross section of the monetary policy announcement premium
H Ai, LJ Han, XN Pan, L Xu
Journal of Financial Economics 143 (1), 247-276, 2022
242022
Asset pricing with endogenously uninsurable tail risk
H Ai, A Bhandari
ECONOMETRICA 89 (3), 1471-1505, 2021
242021
The trade-off theory of corporate capital structure
H Ai, MZ Frank, A Sanati
Oxford Research Encyclopedia of Economics and Finance, 2020
182020
Information acquisition and the pre-announcement drift
H Ai, R Bansal, LJ Han
Available at SSRN 3964349, 2021
152021
A model of the macroeconomic announcement premium with production
H Ai, R Bansal, J Im, C Ying
Available at SSRN 3286693, 2018
132018
Identifying preference for early resolution from asset prices
H Ai, R Bansal, H Guo, A Yaron
Working paper, 2019
102019
Moral Hazard, Investment, and Firm Dynamics
H Ai, R Li
102011
Quantifying the impact of moral hazard: Evidence from a structural estimation
H Ai, D Kiku, R Li
Available at SSRN, 2016
82016
Intangible capital and the value premium
H Ai
Working paper, 2009
72009
The system can't perform the operation now. Try again later.
Articles 1–20